For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 1.35% | 2.04% | 21.97% |
| Price Trend ⓘ | 0.14 | -0.62 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.49% | 27.74% | 46.78% |
| Max Drawdown ⓘ | -17.76% | -29.93% | -29.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | 0.01 | 0.39 |
| Calmar Ratio ⓘ | 0.08 | 0.07 | 0.73 |
| Sortino Ratio ⓘ | 0.05 | 0.01 | 0.58 |